Genomic studies of bacteria, archaea and viruses have provided insights into the microbial world by unveiling potential functional capabilities and molecular pathways. However, the rate of discovery has been slower among microbial eukaryotes, whose genomes are larger and more complex. Transcriptomic approaches provide a cost-effective alternative for examining genetic potential and physiological responses of microbial eukaryotes to environmental stimuli. In this study, we generated and compared the transcriptomes of four globally-distributed, bloom-forming prymnesiophyte algae: Prymnesium parvum, Chrysochromulina brevifilum, Chrysochromulina ericina and Phaeocystis antarctica. Our results revealed that the four transcriptomes possess a set of core genes that are similar in number and shared across all four organisms. The functional classifications of these core genes using the euKaryotic Orthologous Genes (KOG) database were also similar among the four study organisms. More broadly, when the frequencies of different cellular and physiological functions were compared with other protists, the species clustered by both phylogeny and nutritional modes. Thus, these clustering patterns provide insight into genomic factors relating to both evolutionary relationships as well as trophic ecology. This paper provides a novel comparative analysis of the transcriptomes of ecologically important and closely related prymnesiophyte protists and advances an emerging field of study that uses transcriptomics to reveal ecology and function in protists.